SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 164.98 164.97 -0.01 0.0% 161.26
High 165.33 165.75 0.42 0.3% 163.08
Low 164.27 164.63 0.36 0.2% 160.22
Close 165.13 165.19 0.06 0.0% 163.02
Range 1.06 1.12 0.06 5.7% 2.86
ATR 2.00 1.94 -0.06 -3.1% 0.00
Volume 119,297,906 121,429,594 2,131,688 1.8% 484,444,594
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 168.55 167.99 165.81
R3 167.43 166.87 165.50
R2 166.31 166.31 165.40
R1 165.75 165.75 165.29 166.03
PP 165.19 165.19 165.19 165.33
S1 164.63 164.63 165.09 164.91
S2 164.07 164.07 164.98
S3 162.95 163.51 164.88
S4 161.83 162.39 164.57
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 170.69 169.71 164.59
R3 167.83 166.85 163.81
R2 164.97 164.97 163.54
R1 163.99 163.99 163.28 164.48
PP 162.11 162.11 162.11 162.35
S1 161.13 161.13 162.76 161.62
S2 159.25 159.25 162.50
S3 156.39 158.27 162.23
S4 153.53 155.41 161.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.75 160.22 5.53 3.3% 1.36 0.8% 90% True False 109,289,220
10 165.75 159.25 6.50 3.9% 1.37 0.8% 91% True False 125,799,889
20 165.99 155.73 10.26 6.2% 1.98 1.2% 92% False False 158,738,276
40 169.07 155.73 13.34 8.1% 1.91 1.2% 71% False False 155,547,267
60 169.07 153.55 15.52 9.4% 1.71 1.0% 75% False False 144,007,050
80 169.07 153.55 15.52 9.4% 1.64 1.0% 75% False False 139,295,758
100 169.07 148.73 20.34 12.3% 1.58 1.0% 81% False False 138,565,991
120 169.07 147.14 21.93 13.3% 1.49 0.9% 82% False False 135,389,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.51
2.618 168.68
1.618 167.56
1.000 166.87
0.618 166.44
HIGH 165.75
0.618 165.32
0.500 165.19
0.382 165.06
LOW 164.63
0.618 163.94
1.000 163.51
1.618 162.82
2.618 161.70
4.250 159.87
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 165.19 164.93
PP 165.19 164.67
S1 165.19 164.42

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.